+29.6%
LUV vs ENB
+7.5%
+22.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.1% | +2.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -18.4% | -2.2% | -16.2% | -18.5% |
| 3M | -3.2% | -10.5% | +7.3% | -3.6% |
| 6M | -14.8% | -5.1% | -9.8% | -15.4% |
| YTD | -2.9% | +9.0% | -11.8% | -6.0% |
| 1Y | +29.6% | +8.2% | +21.4% | +26.0% |
| All | +29.6% | +7.5% | +22.0% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling